-100.0%
GWAV vs VT
+207.2%
-307.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -0.5% |
| 7D | +0.5% | -4.2% | +4.7% | +2.8% |
| 30D | -13.5% | -5.8% | -7.7% | -10.7% |
| 3M | -41.8% | -5.2% | -36.5% | -40.1% |
| 6M | -44.6% | +0.1% | -44.7% | -44.7% |
| YTD | -60.9% | +8.2% | -69.1% | -62.5% |
| 1Y | -67.8% | +10.1% | -77.9% | -69.3% |
| 3Y | -100.0% | +69.7% | -169.6% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +207.2% | -307.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling